Thomas Schön

University of Tübingen

Thomas Schön currently works as valuation specialist for Allianz Global Investors. He studied industrial engineering and business at the Karlsruhe Institute of Technology (KIT) and obtained a PhD from the Eberhard Karls University of Tuebingen.

Articles by Thomas Schön

Original research

Contingent credit default swaps: accurate and approximate pricing

This paper analyzes the pricing of contingent credit default swaps.

10 Mar 2016